qmt系统对接提交
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zlt
parent
c4833ba257
commit
e4965782d9
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@ -298,12 +298,67 @@ class FakeRepo:
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return len(rows)
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class FakeQmtRepo:
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"""ws 通道三表的内存替身 (pms_qmt_order / pms_qmt_inbox / pms_ws_state)。
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只实现 dispatcher 用得到的那几个 —— 出栈、落库、seq 水位是常驻进程 (app/ws/runner.py)
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的事, 由 test_batch6_units.py 的纯逻辑用例覆盖; 这里只管「服务层接线对不对」。
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"""
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LIVE = ("QUEUED", "SENDING", "SENT", "ACCEPTED", "SUBMITTED", "PARTIAL")
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def __init__(self):
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self.state = {"id": 1, "last_seq": 0, "acked_seq": 0, "server_seq": 0,
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"conn_state": "INIT", "heartbeat_at": None, "connected_at": None,
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"resync_flag": 0, "last_error": None, "stat": {}}
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self.orders = {}
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def set_channel(self, conn_state="ONLINE", alive=True):
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"""摆一个通道状态出来 —— 「进程活没活」和「连接通没通」是两件事。"""
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self.state["conn_state"] = conn_state
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self.state["heartbeat_at"] = datetime.now() if alive else None
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# ---- 以下与真 repo 同名同义 ----
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def get_state(self):
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return dict(self.state)
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def inbox_pending_count(self):
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return 0
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def queue_depth(self):
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d = {}
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for o in self.orders.values():
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d[o["status"]] = d.get(o["status"], 0) + 1
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return d
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def enqueue_order(self, *, instruction_id, parent_id, ts_code, side, qty, limit_price,
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valid_until, intent="OPEN", note=None):
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self.orders[instruction_id] = {
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"instruction_id": instruction_id, "parent_id": parent_id, "ts_code": ts_code,
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"side": side, "qty": int(qty), "limit_price": float(limit_price),
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"valid_until": int(valid_until), "intent": intent, "note": note,
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"status": "QUEUED", "cancel_state": "NONE", "cancel_id": None}
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return 1
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def request_cancel(self, *, parent_id, cancel_id):
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n = 0
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for o in self.orders.values():
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if (o["parent_id"] == parent_id and o["cancel_state"] == "NONE"
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and o["status"] in self.LIVE):
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o.update({"cancel_state": "REQUESTED", "cancel_id": cancel_id})
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n += 1
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return n
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def install_fakes(prices=None, positions=None, params=None, high5=None):
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"""把内存桩装到各模块上, 返回 FakeRepo 实例。"""
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from app.repo import downstream_repo, pms_repo
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"""把内存桩装到各模块上, 返回 FakeRepo 实例 (ws 通道桩挂在 .qmt 上)。"""
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from app.repo import downstream_repo, pms_repo, qmt_repo
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from app.services import industry, market, param_store, portfolio
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fake = FakeRepo()
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fake.qmt = FakeQmtRepo()
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for _n in ("get_state", "inbox_pending_count", "queue_depth", "enqueue_order",
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"request_cancel"):
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setattr(qmt_repo, _n, getattr(fake.qmt, _n))
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fake.params.update(params or {})
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for p in (positions or []):
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base = {"ts_code": p["ts_code"], "status": "HOLDING", "frozen_reason": "NONE",
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@ -849,8 +904,9 @@ def _():
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assert fake.instructions["INS_A2"]["status"] == "EXPIRED"
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@case("下发通道·两模式描述与影子回执; ws 未实现时明确拒发; 撤销走本地置状态")
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@case("下发通道·影子回执 / ws 出口队列 / 进程与连接两级降级 / 撤销走本地置状态")
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def _():
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from datetime import datetime as _dtm
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from app.services import dispatcher, executor, param_store
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fake = install_fakes()
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assert dispatcher.mode() == "shadow"
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@ -861,12 +917,47 @@ def _():
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# 已作废的通道名不能再被设进来
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for dead in ("bad_mode", "plan_x", "channel_y"):
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assert param_store.set_param("PMS_DISPATCH_MODE", dead)["ok"] is False, dead
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# ws 通道未实现: 必须 ok=False 而不是静默成功 —— executor 据此不改指令状态
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assert param_store.set_param("PMS_DISPATCH_MODE", "ws")["ok"] is True
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d2 = dispatcher.dispatch(instruction_id="INS_2", ts_code="600000.SH", side="sell",
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qty=1000, limit_price=9.98)
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assert d2["ok"] is False and d2["mode"] == "ws" and "尚未实现" in d2["error"], d2
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assert dispatcher.cancel(instruction_id="INS_2")["ok"] is False
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vu = _dtm.now().replace(hour=14, minute=45, second=0, microsecond=0)
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def _send(iid, side="sell", qty=1000, px=9.98):
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return dispatcher.dispatch(instruction_id=iid, parent_id=iid.rsplit("_D", 1)[0],
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ts_code="600000.SH", side=side, qty=qty,
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limit_price=px, valid_until=vu, intent="TRIM")
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# ① ws 进程没在跑 (心跳陈旧): 买卖一律拒发 —— 排进队列也没人发, 装作成功更危险
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fake.qmt.set_channel("OFFLINE", alive=False)
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for side in ("sell", "buy"):
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r = _send(f"INS_2{side}_D01", side=side, qty=1000)
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assert r["ok"] is False and r["mode"] == "ws" and "未在线" in r["error"], r
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assert not fake.qmt.orders, "进程不在时不该往出口表里塞东西"
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# ② 进程在、连接断: 协议 §6.3 —— 停发增持, 减持照常入队等重连
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fake.qmt.set_channel("OFFLINE", alive=True)
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rb = _send("INS_3buy_D01", side="buy", qty=1000)
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assert rb["ok"] is False and "§6.3" in rb["error"], rb
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rs = _send("INS_3sell_D01", side="sell", qty=1000)
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assert rs["ok"] and "重连后" in rs["note"], rs
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assert fake.qmt.orders["INS_3sell_D01"]["status"] == "QUEUED"
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assert fake.qmt.orders["INS_3sell_D01"]["parent_id"] == "INS_3sell"
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# ③ 连接正常: 买入也放行, 落出口表即返回 (不等 QMT 的 ack)
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fake.qmt.set_channel("ONLINE", alive=True)
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rb2 = _send("INS_4buy_D01", side="buy", qty=1000, px=9.876)
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assert rb2["ok"] and rb2["ref"] == "INS_4buy_D01", rb2
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o = fake.qmt.orders["INS_4buy_D01"]
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assert o["limit_price"] == 9.88 and o["valid_until"] > 10 ** 12, o # 2位小数 + 毫秒
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# ④ 不合协议的参数在本地就拦下, 不换对端一个 BAD_PARAM
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bad = _send("INS_5buy_D01", side="buy", qty=150) # 买入非整百
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assert bad["ok"] is False and "不合协议" in bad["error"], bad
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assert "INS_5buy_D01" not in fake.qmt.orders
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# ⑤ 撤单: 标记父指令名下所有在途子单, 由 ws 进程逐张发 cancel_order
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c = dispatcher.cancel(instruction_id="INS_3sell")
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assert c["ok"] and c["cancelled"] == 1 and c["cancel_id"].startswith("CXL-"), c
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assert fake.qmt.orders["INS_3sell_D01"]["cancel_state"] == "REQUESTED"
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assert dispatcher.cancel(instruction_id="INS_NOBODY")["cancelled"] == 0
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param_store.set_param("PMS_DISPATCH_MODE", "shadow")
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fake.insert_instruction(instruction_id="INS_C", origin_type="plan", origin_id="P1",
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